Sensitivity of Bayes decisions for the success probability for samples from a nonbinomial population |
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Authors: | Ashok K. Bansal |
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Affiliation: | (1) University of Delhi, Delhi, India |
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Abstract: | Summary A family of generalised negative binomial distributions is employed to investigate inference robustness of the Bayes estimator of the unknown parameter of the binomial distribution. A zone of sensitivity for the test of significance is constructed to forewarn the pro-Jeffreys Bayesians against indiscriminate choice of the probability in favour of the null hypothesis. A few selected tables are presented to illustrate the effect of relaxation of the ‘binomiality’ assumption. |
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Keywords: | Inference robustness beta prior quadratic loss generalised negative binomial distribution zone of sensitivity non-binomiality |
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